I'm always pleased when people ask me questions. It shows they are thinking about what they are doing and it also means that other people who may be wondering the very same thing are helped too!

Recently I was asked "what speed should we do it at?"

This is a great question! When you're learning a sequence is the only time to do it at a fast speed. If you know the sequence then you should definitely do it slowly, so you can feel what you are doing. With Wu style in particular, the slower you do it, the more benefits you gain:

You will become more aware of which foot has the weight on it, which will help improve the accuracy of your form.

Increasing awareness is how you increase mindfulness

Increasing mindfulness leads to the tai chi form becoming "meditation in movement"